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The lifecontingencies package

Classes and methods for managing life tables (for single and multiple decrements) and actuarial tables. Moreover, functions to easily perform demographic, financial and actuarial mathematics on life contingencies insurances calculations are contained therein.

Install the current release from CRAN:

install.packages('lifecontingencies')

Install the development version from GitHub:

devtools::install_github('spedygiorgio/lifecontingencies')

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install.packages('lifecontingencies')

Monthly Downloads

1,080

Version

1.3.11

License

MIT + file LICENSE

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Repository

https://github.com/spedygiorgio/lifecontingencies

Maintainer

Giorgio Spedicato

Last Published

June 18th, 2023

Functions in lifecontingencies (1.3.11)

China Mortality Rates for life table construction

decreasingAnnuity

Function to evaluate decreasing annuities.

Annuity immediate and due function.

Functions to evaluate life insurance and annuities on two heads.

Function to evaluate life insurance.

Italian population life tables for males and females

German population life tables

French population life tables

de_angelis_di_falco

Italian Health Insurance Data

Compute the duration or the convexity of a series of CF

Canada Mortality Rates for UP94 Series

Function to return the terminal age of a life table.

increasingAnnuity

Increasing annuity.

United States Social Security life tables

interest2Discount

Functions to switch from interest to discount rates

Multiple decrement life insurance

lifecontingencies-package

Package to perform actuarial mathematics on life contingencies and classical financial mathematics calculations.

multiple life probabilities

Functions to deals with multiple life models

intensity2Interest

Functions to switch from interest to intensity and vice versa.

lifetable-class

Class "lifetable"

Japan Mortality Rates for life table construction

Central mortality rate

Various demographic functions

Function to generate random future lifetimes

Expected residual life.

Mortality rates to Death probabilities

Function to evaluate the pure endowment

Functions to switch from nominal / effective / convertible rates

Function to return the decrements defined in the mdt class

getLifecontingencyPv

Functions to obtain the present value of a life contingency given the time to death

Functions to evaluate survival, death probabilities and deaths.

qxt.prime.fromMdt

Return Associated single decrement from absolute rate of decrement

rLifeContingencies

Function to generate samples from the life contingencies stochastic variables

Society of Actuaries Illustrative Life Table object.

Functions to evaluate joint survival probabilities.

Death Probabilities to Mortality Rates

probs2lifetable

Life table from probabilities

Present value of a series of cash flows.

SoA illustrative service table

Simulate from a multiple decrement table

Society of Actuaries life table

Society of Actuaries Illustrative Life Table with interest rate at 6

Increasing life insurance

Increasing annuity life contingencies

Function to calculated accumulated increasing annuity future value.

Annuity function

actuarialtable-class

Class "actuarialtable"

Uk AM AF 92 life tables

accumulatedValue

Function to evaluate the accumulated value.

Multiple lifes insurances and annuities

Function to evaluate the n-year endowment insurance

Decreasing life insurance